This is a little complex in the GNS3 way of doing things. The reason is not bad. It's probably because I haven't done it since it updated.
You'll need to:
create a loopback adapter on your OS.
After you open GNS3, you'll need to add a cloud to your diagram.
In the cloud, right click and and select
Ethernet tab and click on drop arrow under "Generic Ethernet NIO"
Select the one option that represents your loopback adapter.
Click Add, and make sure it appears in the larger box below
click apply and OK.
This will allow your Host to connect through to your topology. Now, you can directly make a connection to your Router. I personally like connecting it through a switch, then I do not have to disconnect it, when I add multiple devices. After this assign ip address to your device on the same subnet as your router. You should be able to ping as if you're on that subnet.
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